Foundations of objective Bayesian methodology [21w5107]

After years in the making (!), our BIRS-CMO workshop on the foundations of O’Bayes is at last taking place! In an hybrid format as BIRS-CMO is restricting the attendance to 15 people on site, instead of the customary (i.e., pre-COVID) 35. Still, it is quite exciting to join this workshop and the friends who will gather in Mexico or on-line to discuss objective Bayesian tools and prospects. And of course to visit for the second time the city of Oaxaca, its temples and markets! (Hopefully managing the stray dogs when running. If running.)

BIRS in Granada

Just heard that a new “branch” of BIRS was going to open in Granada, Spain! This is most exciting, given the (relative) proximity of Granada when compared with Banff and Oaxaca. And given the most enjoyable city, which I visited several times, esp. when George Casella was there for a year. And given the nearby mountain of Mulhacén.

The full IMAG opportunities will be made available through the BIRS call for proposals that will be issued in June 2022 for the 2024 program. However, we are currently planning a BIRS-IMAG pilot program to be hosted in Granada as early as 2023, and the BIRS Scientific Board will consider a limited number of workshops proposals for the 2023 cycle. Please write to the BIRS Scientific Director (birs-director@birs.ca) for further information, if you are interested in developing such a workshop.

Hélène Massam (1949-2020)

I was much saddened to hear yesterday that our friend and fellow Bayesian Hélène Massam passed away on August 22, 2020, following a cerebrovascular accident. She was professor of Statistics at York University, in Toronto, and, as her field of excellence covered [the geometry of] exponential families, Wishart distributions and graphical models, we met many times at both Bayesian and non-Bayesian conferences  (the first time may have been an IMS in Banff, years before BIRS was created). And always had enjoyable conversations on these occasions (in French since she was born in Marseille and only moved to Canada for her graduate studies in optimisation). Beyond her fundamental contributions to exponential families, especially Wishart distributions under different constraints [including the still opened 2007 Letac-Massam conjecture], and graphical models, where she produced conjugate priors for DAGs of all sorts, she served the community in many respects, including in the initial editorial board of Bayesian Analysis. I can also personally testify of her dedication as a referee as she helped with many papers along the years. She was also a wonderful person, with a great sense of humor and a love for hiking and mountains. Her demise is a true loss for the entire community and I can only wish her to keep hiking on new planes and cones in a different dimension. [Last month, Christian Genest (McGill University) and Xin Gao (York University) wrote a moving obituary including a complete biography of Hélène for the Statistical Society of Canada.]

computational statistics and molecular simulation [18w5023]

On Day 2, Carsten Hartmann used a representation of the log cumulant as solution to a minimisation problem over a collection of importance functions (by the Vonsker-Varadhan principle), with links to X entropy and optimal control, a theme also considered by Alain Dunmus when considering the uncorrected discretised Langevin diffusion with a decreasing sequence of discretisation scale factors (Jordan, Kinderlehrer and Otto) in the spirit of convex regularisation à la Rockafellar. Also representing ULA as an inexact gradient descent algorithm. Murray Pollock (Warwick) presented a new technique called fusion to simulate from products of d densities, as in scalable MCMC (but not only). With an (early) starting and startling remark that when simulating one realisation from each density in the product and waiting for all of them to be equal means simulating from the product, in a strong link to the (A)BC fundamentals. This is of course impractical and Murray proposes to follow d Brownian bridges all ending up in the average of these simulations, constructing an acceptance probability that is computable and validating the output.

The second “hand-on” lecture was given by Gareth Roberts (Warwick) on the many aspects of scaling MCMC algorithms, which started with the famous 0.234 acceptance rate paper in 1996. While I was aware of some of these results (!), the overall picture was impressive, including a notion of complexity I had not seen before. And a last section on PDMPs where Gareth presented very recent on the different scales of convergence of Zigzag and bouncy particle samplers, mostly to the advantage of Zigzag.In the afternoon, Jeremy Heng presented a continuous time version of simulated tempering by adding a drift to the Langevin diffusion with time-varying energy, which must be solution to the Liouville pde . Which connects to a flow transport problem when solving the pde under additional conditions. Unclear to me was the creation of the infinite sequence. This talk was very much at the interface in the spirit of the workshop! (Maybe surprisingly complex when considering the endpoint goal of simulating from a given target.) Jonathan Weare’s talk was about quantum chemistry which translated into finding eigenvalues of an operator. Turning in to a change of basis in a inhumanly large space (10¹⁸⁰ dimensions!). Matt Moore presented the work on Raman spectroscopy he did while a postdoc at Warwick, with an SMC based classification of the peaks of a spectrum (to be used on Mars?) and Alessandra Iacobucci (Dauphine) showed us the unexpected thermal features exhibited by simulations of chains of rotors subjected to both thermal and mechanical forcings, which we never discussed in Dauphine beyond joking on her many batch jobs running on our cluster!

And I remembered today that there is currently and in parallel another BIRS workshop on statistical model selection [and a lot of overlap with our themes] taking place in Banff! With snow already there! Unfair or rather #unfair, as someone much too well-known would whine..! Not that I am in a position to complain about the great conditions here in Oaxaca (except for having to truly worry about stray dogs rather than conceptually about bears makes running more of a challenge, if not the altitude since both places are about the same).

BIRS call for Oaxaca

Here is a call for support from Nassim Goussoub, Scientific Director of BIRS:I would  like to call upon you to consider aiding the people of the State of Oaxaca. As you may know, through their support for BIRS-CMO, the people of Oaxaca have welcomed the World’s mathematical sciences community with open arms. With the plans to build a permanent facility under way, they are destined to be our hosts for years to come. I therefore ask you to contribute — if you can. Here are some of the foundations accepting donations.

1. Francisco Toledo’s Foundation, IAGO (Instituto Artes Gráficas de Oaxaca) https://www.paypal.me/donativoistmo

2. International Community Foundation(ICF) https://donate.icfdn.org/npo/international-disaster-relief-fund

3. Global Giving https://www.globalgiving.org/projects/mexico-earthquake-and-hurricane-relief-fund/

4. Red Cross Mexico https://www.cruzrojamexicana.org.mx 6. Unicef Mexico https://www.unicef.org/mexico/spanish/